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From |
Edlira Narazani <narazani@econ.unito.it> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation) |

Date |
Mon, 18 Oct 2004 14:17:58 +0200 |

Dear all, I have a model like this: y_it = y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + x_(it-1)b_2+ w_(it)b_2 + v_i + e_(it) i={1,...,33}; t={1,...,23_i}, I know that xtabond command could be used in case of : y_it = y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + w_(it)b_2 + v_i + e_(it) i={1,...,N}; t={1,...,T_i}, Should I use xtabond command even in my case? Otherwise what command could be helpful to estimate the parameters? Thanks Edlira ---------------------------------------------------------------- This message was sent using IMP - Facolta' di Economia - Torino. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)***From:*"Martin Mathes" <mathes@uni-trier.de>

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